![Lectures on Prediction Theory [electronic resource] : Delivered at the Univesity Erlangen-Nürnberg 1966 Prepared for publication by J. Rosenmüller /](/search/themes/bootstrap3/images/libros.png)
Lectures on Prediction Theory [electronic resource] : Delivered at the Univesity Erlangen-Nürnberg 1966 Prepared for publication by J. Rosenmüller /
Positive definite sequences -- Herglotz’ theorem -- Vector valued measures -- Spectral decomposition and ergodic theorem -- Series representation -- Wold decomposition -- The Szegö-Krein-Kolmogorov theorem -- Predictors for completely indetermined sequences -- Prediction problems.
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| Main Authors: | , |
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| Format: | Texto biblioteca |
| Language: | eng |
| Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
1967
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| Subjects: | Mathematics., Applied mathematics., Engineering mathematics., Applications of Mathematics., |
| Online Access: | http://dx.doi.org/10.1007/BFb0074242 |
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| Summary: | Positive definite sequences -- Herglotz’ theorem -- Vector valued measures -- Spectral decomposition and ergodic theorem -- Series representation -- Wold decomposition -- The Szegö-Krein-Kolmogorov theorem -- Predictors for completely indetermined sequences -- Prediction problems. |
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